Sorry, your question is not very clear.
If the Insta 360 software is not saving the videos you are transferring then you need to deal with the developers of the software and ask them why the videos are lost when you disconnect the camera.
Whatever the camera does after the videos are transferred, whether it's disconnected from the Mac correctly or not should have no effect on the transferred videos.
It sounds like the software is not actually transferring anything and keeps there videos on the camera, so when you disconnect the camera it of course loses access to them.
To correctly remove the camera from the Mac you probably need to click on the eject icon in Finder for it.
But again, that should have no bearing on videos and images transferred already to the Mac.
You should consult the Insta 360 software user guide to understand how to transfer the videos correctly.
https://onlinemanual.insta360.com/acepro/en-us/camera/filetransfer#:~:text=Transfer%20from%20Insta360%20app%20to,app%20folder%20on%20your%20device.